+8,341.2%
AMGN vs COR
+19,078.6%
-10,737.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.1% |
| 7D | +1.1% | +7.8% | -6.7% | -1.0% |
| 30D | +9.3% | +7.0% | +2.3% | +7.2% |
| 3M | +12.1% | +16.3% | -4.2% | +7.4% |
| 6M | +40.3% | +41.3% | -1.0% | +27.0% |
| YTD | +45.2% | +7.1% | +38.0% | +40.5% |
| 1Y | +42.4% | -0.8% | +43.3% | +40.7% |
| 3Y | +91.0% | +85.0% | +6.0% | +56.5% |
| 5Y | +157.4% | +203.9% | -46.5% | +81.5% |
| 10Y | +321.0% | +510.3% | -189.2% | +136.6% |
| All | +8,341.2% | +19,078.6% | -10,737.4% | +2,184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling